Re: Noncentral Chi Distribution
- From: Peter Perkins <Peter.PerkinsRemoveThis@xxxxxxxxxxxxx>
- Date: Wed, 13 Jun 2007 10:08:19 -0400
Soenke Engelken wrote:
Dear Matlabers,
I am looking for an evaluation function for the noncentral Chi
distribution. The nonc. Chi-square is included in the statistics
toolbox, but this one is not. Do you know of any implementation, e.g.
using a transformation from the nonc. Chi-square? Googling or search
on this site did not reveal any. Many thanks!
Soenke, I assume you're talking about a random variable that is just the square root of a non-central chi-square r.v.. The non-centrality parameter for the N-C chi may also be expressed in terms of a square root, so you may have to square that.
Depending on what you mean by "evaluation", this is fairly straight-forward, using the functions in the Statistics Toolbox for the NC chi-square. For the CDF, you just square the x value you have. For the PDF, you'll also have to divide by the derivative of the square root transformation. And so on.
The Distribution Fitting Tool in the Statistics Toolbox includes support for modelling the Ricean distribution, which is a scaled square root of a N-C chi-square with 2 d.f. The code in stats/private/addrice.m may provide a helpful starting point for you.
Hope this helps.
- Peter Perkins
The MathWorks, Inc.
.
- References:
- Noncentral Chi Distribution
- From: Soenke Engelken
- Noncentral Chi Distribution
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